MIVA.DE vs. LYP6.DE
MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both Europe Equities funds from Amundi - MIVA.DE tracks the MSCI Europe Minimum Volatility while LYP6.DE tracks the STOXX® Europe 600. Both are passively managed. Over the past 5 years, MIVA.DE returned 7.20%/yr vs 9.75%/yr for LYP6.DE. Their correlation of 0.87 suggests significant overlap in exposure. MIVA.DE charges 0.23%/yr vs 0.07%/yr for LYP6.DE.
Performance
MIVA.DE vs. LYP6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MIVA.DE achieves a 5.31% return, which is significantly lower than LYP6.DE's 7.48% return.
MIVA.DE
- 1D
- 0.58%
- 1M
- -0.46%
- YTD
- 5.31%
- 6M
- 6.85%
- 1Y
- 5.14%
- 3Y*
- 10.24%
- 5Y*
- 7.20%
- 10Y*
- 6.51%
LYP6.DE
- 1D
- 0.57%
- 1M
- 0.92%
- YTD
- 7.48%
- 6M
- 10.12%
- 1Y
- 16.32%
- 3Y*
- 13.98%
- 5Y*
- 9.75%
- 10Y*
- —
MIVA.DE vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIVA.DE Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 5.31% | 12.05% | 11.43% | 10.68% | -13.34% | 21.25% | -4.14% | 24.17% | -4.44% | 1.31% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 7.48% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 2.60% |
Correlation
The correlation between MIVA.DE and LYP6.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.87 |
The correlation between MIVA.DE and LYP6.DE has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
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Return for Risk
MIVA.DE vs. LYP6.DE — Risk / Return Rank
MIVA.DE
LYP6.DE
MIVA.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MIVA.DE | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.74 | -0.99 |
| Martin ratioReturn relative to average drawdown | 1.96 | 6.63 | -4.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MIVA.DE | LYP6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.28 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.67 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.56 | -0.03 |
Drawdowns
MIVA.DE vs. LYP6.DE - Drawdown Comparison
The maximum MIVA.DE drawdown since its inception was -30.57%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for MIVA.DE and LYP6.DE.
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Drawdown Indicators
| MIVA.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.57% | -35.51% | +4.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -9.45% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -16.26% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -20.71% | +1.02% |
Max Drawdown (10Y)Largest decline over 10 years | -30.57% | — | — |
Current DrawdownCurrent decline from peak | -3.21% | -1.62% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -4.84% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.49% | +0.18% |
Volatility
MIVA.DE vs. LYP6.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) is 3.14%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that MIVA.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIVA.DE | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 4.35% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 10.65% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 12.90% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.96% | 14.41% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.34% | 15.86% | -3.52% |
MIVA.DE vs. LYP6.DE - Expense Ratio Comparison
MIVA.DE has a 0.23% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MIVA.DE vs. LYP6.DE - Dividend Comparison
Neither MIVA.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVA.DE and LYP6.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.23% for MIVA.DE.
MIVA.DE tracks MSCI Europe Minimum Volatility, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.23% for MIVA.DE and 0.07% for LYP6.DE.
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